+183.9%
FDX vs VFC
-68.0%
+251.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.2% |
| 7D | -2.5% | -1.6% | -0.9% | -2.1% |
| 30D | +3.8% | -11.6% | +15.4% | +7.4% |
| 3M | -1.3% | -18.1% | +16.8% | +3.5% |
| 6M | +5.0% | -27.4% | +32.4% | +13.5% |
| YTD | +39.6% | -24.8% | +64.5% | +48.9% |
| 1Y | +81.1% | -8.2% | +89.3% | +79.6% |
| 3Y | +63.0% | -29.1% | +92.2% | +54.1% |
| 5Y | +65.6% | -79.2% | +144.8% | +160.0% |
| All | +183.9% | -68.0% | +251.9% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling